Anic Equity¶

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Total return since start: 0.608 %¶

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Equity now: -----------------------------> 49116.2 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45054.66 Kr¶

PnL: ---------------------------------------> -1.34 Kr¶

DD now: ---------------------------------> -7.538 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-05 15:02:34.612261'

Anic Portfolio¶

Today¶

Return: -1.212 %¶

This Week¶

Return: -0.379 %¶

Total portfolio value¶

Return including deposits: 60.794 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 0.000000 1667.700000 198.700000 13.530000 1468.999998
Orrön Energy 180 -2.130000 2155.500000 112.500000 5.510000 2043.000000
Atrium Ljungberg B 5 0.300000 998.000000 63.000000 6.740000 935.000000
Sagax B 4 0.530000 902.000000 48.000000 5.620000 854.000000
Sagax A 4 0.000000 896.000000 42.000000 4.920000 854.000000
Hoist Finance 35 0.170000 1018.500000 38.500000 3.930000 980.000000
Catena 2 -1.000000 830.400000 38.400000 4.850000 792.000000
Hexatronic Group 12 -0.410000 997.680000 30.680000 3.170000 966.999996
JM 6 -1.000000 893.400000 29.400000 3.400000 864.000000
Platzer Fastigheter Holding B 12 -3.530000 984.000000 23.000000 2.390000 960.999996
Sedana Medical 93 -4.680000 2537.040000 16.040000 0.640000 2521.000011
OX2 13 1.020000 964.600000 14.600000 1.540000 949.999999
Bilia A 8 -0.520000 911.200000 11.200000 1.240000 900.000000
Biotage 7 -0.660000 951.300000 10.300000 1.090000 940.999997
Gränges 9 -0.860000 934.200000 6.200000 0.670000 927.999999
HEXPOL B 9 -0.180000 1026.000000 5.000000 0.490000 1020.999996
VEF 909 -2.950000 1852.540000 2.540000 0.140000 1850.000436
AcadeMedia 8 -1.480000 400.400000 -1.600000 -0.400000 402.000000
BioGaia B 8 -2.360000 928.000000 -2.000000 -0.220000 930.000000
Byggmax Group 33 -2.580000 948.420000 -7.580000 -0.790000 956.000001
Clas Ohlson B 12 -2.130000 963.000000 -10.000000 -1.030000 972.999996
ASSA ABLOY B 3 -1.690000 766.500000 -12.500000 -1.600000 779.000001
EQT 4 -2.300000 817.200000 -14.800000 -1.780000 832.000000
Creaspac SPAC 39 -0.110000 3693.300000 -24.700000 -0.660000 3717.999987
Alimak Group 11 -1.920000 900.900000 -27.100000 -2.920000 927.999996
Nordic Waterproofing Holding 7 -1.470000 939.400000 -27.600000 -2.850000 966.999999
SKF B 5 -1.390000 905.500000 -34.500000 -3.670000 940.000000
Addnode Group B 11 -1.830000 885.500000 -35.500000 -3.850000 921.000003
INVISIO 16 0.880000 3648.000000 -41.000000 -1.110000 3689.000000
Indutrade 5 -1.220000 1175.500000 -42.500000 -3.490000 1218.000000
Latour B 4 -0.740000 810.000000 -47.000000 -5.480000 857.000000
Bufab 3 -1.030000 1039.800000 -69.200000 -6.240000 1109.000001
Vitec Software Group B 2 -4.250000 1014.000000 -73.000000 -6.720000 1087.000000
BHG Group 97 -1.830000 1356.060000 -102.940000 -7.060000 1458.999989
Hexagon B 26 -2.950000 3331.900000 -129.100000 -3.730000 3461.000010
TOTAL 45043.440000 -12.560000 -7.55901% 45056.000411

Updated:¶

'2023-07-05 15:00:56.452173'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶